Rock bursts are often observed during the excavation of deep rock engineering; and most of them occur some time after the excavation. The time-lagged uniaxial compressive test for the marble from Jinping II Hydropower Station was conducted to study the time-lag properties of rock burst. The test results show that: the hard brittle marble obviously performs time-lagged destruction under long time of pre-peak stress uniaxial compression. Many vertical cracks occur during test process; and lots of sheet debris are created when the marble failure. The circumferential strain of marble sample is larger not only than its axial strain but also larger than its circumferential strain by conventional uniaxial compression test. The dramatic brittle failure of marble may happen more frequently if the circumferential strain approaches or exceeds the axial strain. The research results will play a great role in understanding the mechanism of time lag of rock burst and establishing the prediction method of rock burst.